What is the relative exposure to interest rate risk of a floater versus an inverse floater?

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Introduction To Fixed Income Analytics

ISBN: 9780470572139

2nd Edition

Authors: Steven V. Mann, Frank J. Fabozzi

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Question Posted: Apr 29, 2024 04:00 AM

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What is the relative exposure to interest rate risk of a floater versus an inverse floater?

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Floaters and inverse floaters are two types of securities with different characteristics and exposur...View the full answer

Introduction To Fixed Income Analytics

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